Bridge Builder Core Plus Bond Fund

Fund Profile

Fund profile

Tickers

BBCPX

Fund manager

Bridge Builder Small/Mid Cap Growth

Total assets

$53.88 bn

Liabilities

$17.01 bn

Net assets

$36.87 bn

Number of holdings

5.42 k

Top 200 of 5416 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FUTURE CONTRACT ON US 2YR NOTE (CBT) MAR25 0.00000000	3.96 bn	19.25 k contracts	10.74	Interest rate derivative	N/A	USA
FUTURE CONTRACT ON US 10YR ULTRA FUT MAR25 0.00000000	2.73 bn	24.54 k contracts	7.41	Interest rate derivative	N/A	USA
FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000	2.62 bn	2.62 bn shares	7.11	Common equity	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	1.37 bn	1.37 bn shares	3.72	Debt	Long	USA
FNMA 30YR TBA 6.5% FEB 25 TO BE ANNOUNCED 6.50000000	1.20 bn	1.18 bn shares	3.26	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 6% FEB 25 TO BE ANNOUNCED 6.00000000	1.08 bn	1.08 bn shares	2.94	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US ULTRA BOND CBT MAR25 0.00000000	905.35 mm	7.61 k contracts	2.46	Interest rate derivative	N/A	USA
FNMA 30YR TBA 5% FEB 25 TO BE ANNOUNCED 5.00000000	894.77 mm	927.60 mm shares	2.43	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US 5YR NOTE (CBT) MAR25 0.00000000	846.50 mm	7.96 k contracts	2.30	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 4.25000000	821.73 mm	821.67 mm shares	2.23	Debt	Long	USA
FNMA 30YR TBA 5.5% FEB 25 TO BE ANNOUNCED 5.50000000	751.23 mm	761.86 mm shares	2.04	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.50000000	671.24 mm	704.03 mm shares	1.82	Debt	Long	USA
FUTURE CONTRACT ON LONG GILT FUTURE MAR25 /GBP/ 0.00000000	631.54 mm	5.46 k contracts	1.71	Interest rate derivative	N/A	UK
UNITED STATES TREASURY NOTE 4.25000000	452.27 mm	464.37 mm shares	1.23	Debt	Long	USA
UNITED STATES TREASURY BOND 4.62500000	431.15 mm	444.66 mm shares	1.17	Debt	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000	374.81 mm	386.80 mm shares	1.02	Debt	Long	USA
FNMA 30YR TBA 6% JAN 24 TO BE ANNOUNCED 6.00000000	340.35 mm	338.79 mm shares	0.92	ABS-mortgage backed security	Long	USA
FNMA TBA 30YR 3% JAN 24 TO BE ANNOUNCED 3.00000000	323.36 mm	380.77 mm shares	0.88	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US LONG BOND(CBT) MAR25 0.00000000	322.18 mm	2.83 k contracts	0.87	Interest rate derivative	N/A	USA
UNITED STATES TREASURY NOTE 3.50000000	296.42 mm	300.20 mm shares	0.80	Debt	Long	USA
G2SF 30 YR TBA 5.5% JAN 24 TO BE ANNOUNCED 5.50000000	294.87 mm	297.33 mm shares	0.80	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25000000	285.47 mm	442.20 mm shares	0.77	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.12500000	279.78 mm	282.99 mm shares	0.76	Debt	Long	USA
FNCL 30YR TBA 4.0% FEB 25 TO BE ANNOUNCED 4.00000000	250.68 mm	274.20 mm shares	0.68	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 3.5% JAN 24 TO BE ANNOUNCED 3.50000000	225.90 mm	255.42 mm shares	0.61	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.00000000	215.46 mm	320.90 mm shares	0.58	Debt	Long	USA
FNCL 30YR TBA 3.5% FEB 25 TO BE ANNOUNCED 3.50000000	212.49 mm	240.30 mm shares	0.58	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.25000000	209.23 mm	209.27 mm shares	0.57	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5166 6.00000000	206.52 mm	205.42 mm shares	0.56	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8225 3.00000000	202.09 mm	237.40 mm shares	0.55	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 5.5% JAN 25 TO BE ANNOUNCED 5.50000000	185.17 mm	187.65 mm shares	0.50	ABS-mortgage backed security	Long	USA
G2SF 30 YR TBA 5% JAN 24 TO BE ANNOUNCED 5.00000000	182.26 mm	187.89 mm shares	0.49	ABS-mortgage backed security	Long	USA
FUTURE CONTRACT ON US 10YR NOTE (CBT)MAR25 0.00000000	175.52 mm	1.61 k contracts	0.48	Interest rate derivative	N/A	USA
FNMA 30YR TBA 4.0% JAN 25 TO BE ANNOUNCED 4.00000000	166.29 mm	181.86 mm shares	0.45	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8331 5.50000000	161.71 mm	163.67 mm shares	0.44	ABS-mortgage backed security	Long	USA
GNMA TBA 30 UR 2.5% JAN 25 TO BE ANNOUNCED 2.50000000	161.10 mm	192.94 mm shares	0.44	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.25000000	158.71 mm	195.13 mm shares	0.43	Debt	Long	USA
G2SF 30 YR TBA 4.5% JAN 25 TO BE ANNOUNCED 4.50000000	144.67 mm	153.06 mm shares	0.39	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8372 5.50000000	137.08 mm	138.73 mm shares	0.37	ABS-mortgage backed security	Long	USA
G2SF 30 YR TBA 4% JAN 25 TO BE ANNOUNCED 4.00000000	135.81 mm	147.46 mm shares	0.37	ABS-mortgage backed security	Long	USA
FNMA 30YR TBA 2.5% JAN 25 TO BE ANNOUNCED 2.50000000	134.85 mm	165.59 mm shares	0.37	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.00000000	124.75 mm	125.72 mm shares	0.34	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75000000	118.36 mm	119.31 mm shares	0.32	Debt	Long	USA
UNITED STATES TREASURY BOND 4.12500000	118.07 mm	130.47 mm shares	0.32	Debt	Long	USA
G2SF 30YR TBA 6.0% FEB 25 TO BE ANNOUNCED 6.00000000	115.59 mm	115.00 mm shares	0.31	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000	115.58 mm	120.56 mm shares	0.31	Debt	Long	USA
FNMA 30YR TBA 4.5% JAN 25 TO BE ANNOUNCED 4.50000000	110.22 mm	117.20 mm shares	0.30	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	104.06 mm	105.00 mm principal	0.28	Short-term investment vehicle	Long	USA
JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 9.60335000	103.70 mm	101.57 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
CITIGROUP MORTGAGE LOAN TRUST 2024-INV3 SER 2024-INV3 CL PT V/R REGD 144A P/P 0.00000000	102.62 mm	100.86 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 4.45854000	101.47 mm	113.44 mm shares	0.28	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#MA5039 5.50000000	98.26 mm	99.47 mm shares	0.27	ABS-mortgage backed security	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 2.67244700	98.10 mm	116.10 mm shares	0.27	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD8385 6.50000000	97.42 mm	95.42 mm shares	0.26	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000	96.55 mm	103.21 mm shares	0.26	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8409 6.00000000	93.91 mm	93.44 mm shares	0.25	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4547 2.00000000	90.95 mm	116.48 mm shares	0.25	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 4.37500000	89.81 mm	89.67 mm shares	0.24	Debt	Long	USA
GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.50595000	88.77 mm	108.65 mm shares	0.24	ABS-collateralized bond/debt obligation	Long	USA
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000	85.69 mm	588.07 mm shares	0.23	Debt	Long	Brazil
FNMA TBA 30YR 7.0% JAN 25 TO BE ANNOUNCED 7.00000000	84.29 mm	81.30 mm shares	0.23	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8256 4.00000000	82.30 mm	89.91 mm shares	0.22	ABS-mortgage backed security	Long	USA
VALLEY FUNDING PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 0.00000000	81.74 mm	65.28 mm shares	0.22	ABS-collateralized bond/debt obligation	Long	UK
FNMA 30YR TBA 5% JAN 25 TO BE ANNOUNCED 5.00000000	79.20 mm	82.06 mm shares	0.21	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5008 4.50000000	78.04 mm	82.87 mm shares	0.21	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.00000000	77.67 mm	106.76 mm shares	0.21	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA5105 4.50000000	77.53 mm	82.33 mm shares	0.21	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5389 6.00000000	76.54 mm	76.07 mm shares	0.21	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000	76.31 mm	85.39 mm shares	0.21	Debt	Long	USA
FANNIE MAE POOL UMBS P#BQ7056 2.00000000	75.15 mm	96.39 mm shares	0.20	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8238 4.50000000	74.91 mm	79.59 mm shares	0.20	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 2.25000000	72.49 mm	117.09 mm shares	0.20	Debt	Long	USA
SATS EchoStar Corporation	70.72 mm	65.77 mm shares	0.19	Debt	Long	USA
EXTENDED STAY AMERICA TRUST 2021-ESH SER 2021-ESH CL A V/R REGD 144A P/P 5.59148000	69.63 mm	69.59 mm shares	0.19	ABS-collateralized bond/debt obligation	Long	USA
FREDDIE MAC POOL UMBS P#SD8205 2.50000000	68.40 mm	83.66 mm shares	0.19	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.00000000	65.82 mm	73.15 mm shares	0.18	Debt	Long	USA
UNITED STATES TREASURY BOND 1.87500000	64.21 mm	116.41 mm shares	0.17	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.50000000	64.00 mm	67.68 mm shares	0.17	Debt	Long	USA
UMBS TBA 30YR 2% JAN 25 TO BE ANNOUNCED 2.00000000	63.73 mm	81.92 mm shares	0.17	ABS-mortgage backed security	Long	USA
ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000	62.13 mm	62.03 mm shares	0.17	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#FS1598 2.00000000	60.62 mm	77.73 mm shares	0.16	ABS-mortgage backed security	Long	USA
BPCE SA REGD V/R 144A P/P 7.00300000	60.31 mm	56.60 mm shares	0.16	Debt	Long	France
FANNIE MAE POOL UMBS P#FM7159 2.50000000	60.30 mm	73.30 mm shares	0.16	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 4.12500000	58.91 mm	66.15 mm shares	0.16	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8194 2.50000000	57.42 mm	70.19 mm shares	0.16	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#RJ1929 6.00000000	57.40 mm	57.12 mm shares	0.16	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8146 2.00000000	56.98 mm	72.69 mm shares	0.15	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8140 2.00000000	55.90 mm	71.29 mm shares	0.15	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY NOTE 5.00000000	54.13 mm	53.87 mm shares	0.15	Debt	Long	USA
CLR Continental Resources Inc (OKLA)	54.08 mm	54.74 mm shares	0.15	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4579 3.00000000	53.64 mm	63.02 mm shares	0.15	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5192 6.50000000	52.92 mm	51.85 mm shares	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5010 5.50000000	52.59 mm	53.19 mm shares	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5248 6.50000000	52.34 mm	51.27 mm shares	0.14	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#BV5623 3.00000000	52.17 mm	61.34 mm shares	0.14	ABS-mortgage backed security	Long	USA
GLENCORE FUNDING LLC REGD 144A P/P 6.50000000	52.01 mm	49.03 mm shares	0.14	Debt	Long	USA
UNITED STATES TREASURY NOTE 5.00000000	51.28 mm	51.01 mm shares	0.14	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8201 3.00000000	50.67 mm	59.49 mm shares	0.14	ABS-mortgage backed security	Long	USA
JOHN DEERE OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.36000000	50.49 mm	50.50 mm shares	0.14	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	50.23 mm	51.38 mm shares	0.14	Debt	Long	USA
UNITED STATES TREASURY NOTE 4.50000000	50.07 mm	49.94 mm shares	0.14	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8340 4.50000000	49.83 mm	52.93 mm shares	0.14	ABS-mortgage backed security	Long	USA
FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000	49.53 mm	50.00 mm principal	0.13	Short-term investment vehicle	Long	USA
UBS AG STAMFORD CT REGD 7.50000000	49.48 mm	46.20 mm shares	0.13	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4784 4.50000000	49.34 mm	52.35 mm shares	0.13	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL P#MA8347 4.50000000	48.96 mm	51.70 mm shares	0.13	ABS-mortgage backed security	Long	USA
STATE OF ISRAEL REGD SER 30Y 5.75000000	48.91 mm	53.49 mm shares	0.13	Debt	Long	Israel
BA The Boeing Company	48.90 mm	50.43 mm shares	0.13	Debt	Long	USA
UNITED STATES TREASURY BOND 2.50000000	48.68 mm	70.16 mm shares	0.13	Debt	Long	USA
UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000	48.66 mm	39.02 mm shares	0.13	Debt	Long	UK
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 3.00000000	48.40 mm	50.04 mm shares	0.13	Debt	Long	Belgium
MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000	48.21 mm	1.12 bn shares	0.13	Debt	Long	Mexico
FANNIE MAE POOL UMBS P#FS7252 5.00000000	47.84 mm	49.48 mm shares	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#CB2364 2.00000000	47.77 mm	61.13 mm shares	0.13	ABS-mortgage backed security	Long	USA
VERIZON MASTER TRUST SER 2024-6 CL A1A REGD 4.17000000	47.64 mm	48.10 mm shares	0.13	ABS-collateralized bond/debt obligation	Long	USA
FANNIE MAE POOL UMBS P#FM7461 4.00000000	46.96 mm	50.71 mm shares	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5106 5.00000000	46.83 mm	48.49 mm shares	0.13	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8258 5.00000000	46.67 mm	48.20 mm shares	0.13	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000	46.58 mm	965.83 mm shares	0.13	Debt	Long	South Africa
CDW LLC/CDW FINANCE REGD 3.56900000	46.27 mm	51.99 mm shares	0.13	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8284 3.00000000	45.46 mm	53.50 mm shares	0.12	ABS-mortgage backed security	Long	USA
STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL A V/R REGD 144A P/P /GBP/ 0.00000000	45.41 mm	36.16 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	UK
NISSAN MOTOR CO REGD 144A P/P 4.81000000	45.37 mm	48.28 mm shares	0.12	Debt	Long	Japan
FANNIE MAE POOL UMBS P#FS6380 2.50000000	44.07 mm	54.05 mm shares	0.12	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.26000000	43.88 mm	46.53 mm shares	0.12	ABS-collateralized bond/debt obligation	Long	USA
BA The Boeing Company	43.60 mm	46.88 mm shares	0.12	Debt	Long	USA
AERCAP IRELAND CAP/GLOBA REGD 3.00000000	43.46 mm	46.94 mm shares	0.12	Debt	Long	Ireland
UNITED STATES TREASURY NOTE 0.62500000	43.31 mm	45.83 mm shares	0.12	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8220 3.00000000	43.12 mm	50.69 mm shares	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD3097 3.50000000	42.88 mm	48.38 mm shares	0.12	ABS-mortgage backed security	Long	USA
NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000	42.48 mm	45.20 mm shares	0.12	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4325 2.00000000	42.26 mm	53.89 mm shares	0.11	ABS-mortgage backed security	Long	USA
GNMA II 30 YR TBA 2% JAN 51 TO BE ANNOUNCED 2.00000000	41.55 mm	51.97 mm shares	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5387 5.00000000	41.55 mm	43.04 mm shares	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA5421 6.00000000	41.53 mm	41.28 mm shares	0.11	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	41.41 mm	43.14 mm shares	0.11	Debt	Long	USA
LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000	41.24 mm	271.80 mm shares	0.11	Debt	Long	Brazil
FREDDIE MAC POOL UMBS P#SD8264 3.50000000	41.10 mm	46.42 mm shares	0.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000	41.06 mm	44.34 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.75000000	40.68 mm	41.62 mm shares	0.11	Debt	Long	USA
UNITED STATES TREASURY NOTE 2.87500000	40.65 mm	43.19 mm shares	0.11	Debt	Long	USA
REPUBLIC OF TURKIYE REGD 6.50000000	40.39 mm	43.21 mm shares	0.11	Debt	Long	Turkey
UNITED STATES TREASURY NOTE 1.87500000	40.24 mm	42.30 mm shares	0.11	Debt	Long	USA
FANNIE MAE POOL UMBS P#MA4548 2.50000000	39.79 mm	48.73 mm shares	0.11	ABS-mortgage backed security	Long	USA
UNITED STATES TREASURY BOND 3.87500000	39.14 mm	44.36 mm shares	0.11	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	39.10 mm	40.40 mm shares	0.11	Debt	Long	USA
BANK OF AMERICA CORP REGD V/R 1.73400000	38.95 mm	40.86 mm shares	0.11	Debt	Long	USA
GINNIE MAE II POOL P#MA7649 2.50000000	38.79 mm	46.41 mm shares	0.11	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 5.73213000	38.42 mm	30.60 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	UK
TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000	37.95 mm	39.89 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
MU Micron Technology, Inc.	37.67 mm	36.73 mm shares	0.10	Debt	Long	USA
FRONTIER ISSUER LLC SER 2023-1 CL A2 REGD 144A P/P 6.60000000	35.99 mm	35.36 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	35.97 mm	35.82 mm shares	0.10	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8368 6.00000000	35.91 mm	35.73 mm shares	0.10	ABS-mortgage backed security	Long	USA
MORGAN STANLEY REGD V/R MTN 5.94200000	35.90 mm	35.78 mm shares	0.10	Debt	Long	USA
IRS PSOFRR01.50 06/17/50 GOLDUS33XXX FLOAT	35.86 mm	1.00 contracts	0.10	Interest rate derivative	N/A	USA
FREDDIE MAC POOL UMBS P#SD8212 2.50000000	35.83 mm	43.90 mm shares	0.10	ABS-mortgage backed security	Long	USA
ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000	35.81 mm	35.90 mm shares	0.10	Debt	Long	USA
T/L TRANSDIGM INC ZCP REGD TERM LOAN 0.00000000	35.54 mm	35.49 mm shares	0.10	Loan	Long	USA
AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.76017000	35.19 mm	35.19 mm shares	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE POOL UMBS P#MA4493 2.50000000	35.18 mm	43.00 mm shares	0.10	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL UMBS P#SD8439 6.00000000	35.12 mm	34.94 mm shares	0.10	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL UMBS P#MA4653 3.00000000	35.05 mm	41.18 mm shares	0.10	ABS-mortgage backed security	Long	USA
RIPON MORTGAGES PLC SER 1RA CL A V/R REGD 144A P/P /GBP/ 5.40905000	34.95 mm	27.91 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	UK
FREDDIE MAC POOL UMBS P#SD8329 5.00000000	34.90 mm	36.09 mm shares	0.09	ABS-mortgage backed security	Long	USA
RCKT MORTGAGE TRUST 2024-CES8 SER 2024-CES8 CL A1A V/R REGD 144A P/P 5.48955000	34.85 mm	34.79 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
UNITED STATES TREASURY NOTE 4.62500000	34.68 mm	34.50 mm shares	0.09	Debt	Long	USA
UNITED STATES TREASURY NOTE 3.87500000	34.50 mm	34.90 mm shares	0.09	Debt	Long	USA
HOST HOTELS & RESORTS LP REGD 5.50000000	34.34 mm	35.08 mm shares	0.09	Debt	Long	USA
HOMES 2024-NQM2 TRUST SER 2024-NQM2 CL A1 S/UP REGD 144A P/P 5.71700000	34.11 mm	34.11 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
T-MOBILE USA INC REGD SER WI 3.87500000	34.10 mm	36.24 mm shares	0.09	Debt	Long	USA
SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A3 REGD 144A P/P 4.56000000	33.99 mm	34.00 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000	33.97 mm	45.72 mm shares	0.09	Debt	Long	USA
CIM TRUST 2021-R3 SER 2021-R3 CL A1 V/R REGD 144A P/P 1.95100000	33.75 mm	37.98 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2040 9.00000000	33.46 mm	741.64 mm shares	0.09	Debt	Long	South Africa
UNITED STATES TREASURY NOTE 4.37500000	33.31 mm	33.29 mm shares	0.09	Debt	Long	USA
CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000	33.26 mm	34.13 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000	33.16 mm	30.00 mm shares	0.09	Debt	Long	USA
SPRINT CAPITAL CORP REGD 8.75000000	33.13 mm	27.75 mm shares	0.09	Debt	Long	USA
UNITED STATES TREASURY BOND 4.75000000	33.00 mm	33.35 mm shares	0.09	Debt	Long	USA
CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000	32.92 mm	34.12 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000	32.89 mm	532.39 bn shares	0.09	Debt	Long	Indonesia
UNITED STATES TREASURY NOTE 4.00000000	32.84 mm	33.29 mm shares	0.09	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD8265 4.00000000	32.84 mm	35.85 mm shares	0.09	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.46600000	32.75 mm	32.87 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000	32.68 mm	32.33 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.97208600	32.63 mm	35.59 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	USA
AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000	32.60 mm	35.16 mm shares	0.09	Debt	Long	Ireland
FREDDIE MAC POOL UMBS P#SD8382 5.00000000	32.58 mm	33.73 mm shares	0.09	ABS-mortgage backed security	Long	USA
G2SF 30YR TBA 6.0% JAN 25 TO BE ANNOUNCED 6.00000000	32.57 mm	32.36 mm shares	0.09	ABS-mortgage backed security	Long	USA
HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 3.94400000	32.53 mm	31.45 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
FANNIE MAE POOL UMBS P#MA4564 3.00000000	32.52 mm	38.21 mm shares	0.09	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU /PEN/ REGD REG S 5.40000000	31.95 mm	131.78 mm shares	0.09	Debt	Long	Peru
SYMPHONY CLO XVIII LTD SER 2016-18A CL A1R3 V/R REGD 144A P/P 5.72626000	31.89 mm	31.89 mm shares	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CQP Cheniere Energy Partners, L.P.	31.85 mm	34.44 mm shares	0.09	Debt	Long	USA
UNITED STATES TREASURY NOTE 1.25000000	31.71 mm	35.11 mm shares	0.09	Debt	Long	USA
FREDDIE MAC POOL UMBS P#SD2067 4.00000000	31.62 mm	34.50 mm shares	0.09	ABS-mortgage backed security	Long	USA
CLR Continental Resources Inc (OKLA)	31.50 mm	38.37 mm shares	0.09	Debt	Long	USA
Credit Suisse Group AG	31.34 mm	33.16 mm shares	0.08	Debt	Long	Switzerland
LEIDOS INC REGD 5.75000000	31.18 mm	30.76 mm shares	0.08	Debt	Long	USA